Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- M SUB-COHORT 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 659,458.25 04/30/2012 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 775,833.24 04/30/2012 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 387,916.62 04/30/2012 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 394,916.76 04/30/2012 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 431,083.38 04/30/2012 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 197,458.38 04/30/2012 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 80,383.34 04/30/2012 86X4077 8677M 09/30/2030 01997 6.890000400 40,000,000.0000 1,607,666.76 04/30/2012 86X4077 8677M 09/30/2030 01998 5.979999600 5,000,000.0000 174,416.66 04/30/2012 86X4077 8677M 09/30/2030 01999 5.810000400 15,000,000.0000 508,375.04 04/30/2012 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 1,484,000.28 04/30/2012 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 371,000.07 04/30/2012 86X4077 8677M 09/30/2026 02002 5.429998800 25,000,000.0000 791,874.83 04/30/2012 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 633,499.86 04/30/2012 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 1,556,624.79 04/30/2012 86X4077 8677M 09/30/2030 02003 5.929999200 55,000,000.0000 1,902,541.41 04/30/2012 86X4077 8677M 09/30/2027 02004 5.109998400 42,000,000.0000 1,251,949.61 04/30/2012 86X4077 8677M 09/30/2029 02005 5.699998800 34,000,000.0000 1,130,499.76 04/30/2012 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 1,713,249.62 04/30/2012 86X4077 8677M 09/30/2030 02006 5.339998800 120,000,000.0000 3,737,999.16 04/30/2012 86X4077 8677M 09/30/2029 02007 5.439999600 60,000,000.0000 1,903,999.86 04/30/2012 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 1,053,499.76 04/30/2012 86X4077 8677M 09/30/2030 02008 5.159998800 50,000,000.0000 1,504,999.65 04/30/2012 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 3,398,849.18 04/30/2012 86X4077 8677M 09/30/2030 02009 4.979998800 30,000,000.0000 871,499.79 04/30/2012 86X4077 8677M 09/30/2029 02010 2.890000800 175,000,000.0000 2,950,209.15 04/30/2012 86X4077 8677M 09/30/2030 02010 2.890000800 45,000,000.0000 758,625.21 04/30/2012 86X4077 8677M 09/30/2030 02011 4.380001200 242,000,000.0000 6,183,101.69 04/30/2012 ------------------------ ---------------------- 1,334,000,000.0000 38,415,532.11 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 20,000,000.0000 885,499.86 04/30/2012 86X4077 8677S 09/30/2024 01993 6.649999200 3,000,000.0000 116,374.99 04/30/2012 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 387,916.62 04/30/2012 86X4077 8677S 09/30/2025 01994 6.770001600 15,000,000.0000 592,375.14 04/30/2012 86X4077 8677S 09/30/2027 01995 7.390000800 5,000,000.0000 215,541.69 04/30/2012 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 431,083.38 04/30/2012 86X4077 8677S 09/30/2024 01996 6.770001600 18,000,000.0000 710,850.17 04/30/2012 86X4077 8677S 09/30/2023 01997 6.890000400 14,000,000.0000 562,683.37 04/30/2012 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 697,666.62 04/30/2012 86X4077 8677S 09/30/2026 02002 5.490000000 50,000,000.0000 1,601,250.00 04/30/2012 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 2,401,875.00 04/30/2012 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 1,281,000.00 04/30/2012 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 160,125.00 04/30/2012 86X4077 8677S 09/30/2027 02004 4.150000800 15,000,000.0000 363,125.07 04/30/2012 86X4077 8677S 09/30/2029 02005 3.150000000 20,000,000.0000 367,500.00 04/30/2012 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 536,666.76 04/30/2012 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 571,666.62 04/30/2012 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 187,833.24 04/30/2012 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 240,916.62 04/30/2012 ------------------------ ---------------------- 380,000,000.0000 12,311,950.15 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 20,000,000.0000 775,833.24 04/30/2012 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 394,916.76 04/30/2012 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 197,458.38 04/30/2012 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 1,184,750.28 04/30/2012 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 1,293,250.14 04/30/2012 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 1,077,708.45 04/30/2012 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 987,291.90 04/30/2012 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 276,441.73 04/30/2012 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 987,291.90 04/30/2012 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 2,009,583.45 04/30/2012 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 844,025.05 04/30/2012 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 1,988,349.87 04/30/2012 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 697,666.62 04/30/2012 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 2,372,416.83 04/30/2012 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 67,783.34 04/30/2012 86X4077 8677H 09/30/2030 02000 6.360001200 20,000,000.0000 742,000.14 04/30/2012 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 304,733.35 04/30/2012 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 114,275.01 04/30/2012 86X4077 8677H 09/30/2030 02001 6.530000400 5,000,000.0000 190,458.35 04/30/2012 86X4077 8677H 09/30/2024 02002 5.379998400 45,000,000.0000 1,412,249.58 04/30/2012 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 470,749.86 04/30/2012 86X4077 8677H 09/30/2027 02003 5.259999600 185,000,000.0000 5,676,416.24 04/30/2012 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 1,687,583.21 04/30/2012 ------------------------ ---------------------- 733,000,000.0000 25,753,233.68 ======================== ====================== 2,447,000,000.0000 76,480,715.94 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00